+253.2%
NEE vs IOVA
+4.5%
+248.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.3% |
| 7D | -0.5% | -2.2% | +1.7% | -0.4% |
| 30D | -1.7% | +31.7% | -33.4% | -2.9% |
| 3M | -1.8% | +117.3% | -119.1% | -5.8% |
| 6M | -8.8% | +55.8% | -64.7% | -11.5% |
| YTD | +5.2% | +208.8% | -203.6% | -1.4% |
| 1Y | +21.3% | +255.7% | -234.4% | +12.4% |
| 3Y | +35.2% | +41.7% | -6.5% | +24.0% |
| 5Y | +10.1% | -64.9% | +75.0% | +4.7% |
| 10Y | +253.2% | +6.3% | +246.9% | +248.2% |
| All | +253.2% | +4.5% | +248.8% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling